For piecing, you can generally get by with black white and a medium grey, though I usually add a medium tan for warm colours (using the grey for most cool colours). They will blend with all but the extreme lights and darks (which is what you'd use black and white for, of course) and are easier to use than trying to match, as you can buy large spools and load up several bobbins before you begin work.
For quilting, you can use one colour of thread, a multicoloured thread, or you can switch colours as you go to match the fabric. This is dependant upon your own preferences.
Art Deco, perhaps surprisingly, can lend itself quite well to quilt making, as it tends to be very linear and flat. You can look at stained glass panes (as they are usually rectangular) or any deco style books (Dover has good ones)-You are not limited by looking for designs specifically made for quilts. Also don't look for quilt designs from that era, as they are decidedly not art deco.
You may also want to bring in a deco look by your choice of fabric.
Here is a small and unusual quilt I made in the Art Deco style a few years back:
I did not use a quilt "pattern" but riffed off of some deco designs I found in a book.